Inverse-partitioned-matrix method for the general Gauss-Markov model with linear restrictions

DOI10.1016/0378-3758(89)90084-0zbMATH Open0695.62153OpenAlexW2049221267MaRDI QIDQ910133FDOQ910133

Pawel R. Pordzik, Jerzy K. Baksalary

Publication date: 1989

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(89)90084-0

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zbMATH Keywords

consistency conditionlinear restrictionsgeneral Gauss-Markov modelinverse-partitioned-matrix methodminimum dispersion linear unbiased estimators of estimable linear functionsminimum norm quadratic unbiased estimatorsingular model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites Work

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• Generalized inverses of partitioned matrices useful in statistical applications
• A note on the inverse-partitioned-matrix method in linear regression analysis
• On the independence of blocks of generalized inverses of bordered matrices
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Cited In (14)

• Preliminary test estimation of a vector of parametric functions in the general Gauss--Markov model
• A comparison between two competing fixed parameter constrained general linear models with new regressors
• A bound for the Euclidean distance between restricted and unrestricted estimators of parametric functions in the general linear model
• Title not available (Why is that?)
• Title not available (Why is that?)
• Implied linear restrictions in the general Gauss-Markov model
• On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models
• On the robustness of the linear hypothesis test procedure in the singular linear model with implied restrictions
• A note on the inverse-partitioned-matrix method in linear regression analysis
• Adjusting of estimates in general linear model with respect to linear restrictions
• Orthogonality and Linear Sufficiency in Partitioned and Reduced Linear Models
• On pre-test estimation of parametric functions in the general Gauss-Markov model with quadratic risk
• Statistical analysis of a linear regression model with restrictions and superfluous variables
• Further remarks on constrained over-parameterized linear models

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